10
H index
11
i10 index
452
Citations
Hellenic Mediterranean University | 10 H index 11 i10 index 452 Citations RESEARCH PRODUCTION: 10 Articles 11 Papers RESEARCH ACTIVITY: 12 years (2007 - 2019). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pgk13 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Konstantinos Gkillas. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
---|---|
Economics Letters | 2 |
Finance Research Letters | 2 |
Working Papers Series with more than one paper published | # docs |
---|---|
Working Papers / University of Pretoria, Department of Economics | 11 |
Year | Title of citing document |
---|---|
2023 | Beyond Borders: Assessing the Influence of Geopolitical Tensions on Sovereign Risk Dynamics. (2023). Afonso, Antonio ; Alves, Jose ; Monteiro, Sofia. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10801. Full description at Econpapers || Download paper |
2023 | Breaking news headlines: Impact on trading activity in the cryptocurrency market. (2023). Subramaniam, Sowmya ; Kulbhaskar, Anamika Kumar. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002092. Full description at Econpapers || Download paper |
2023 | GARCH-MIDAS-GAS-copula model for CoVaR and risk spillover in stock markets. (2023). Li, Min-Jian ; Yao, Can-Zhong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000335. Full description at Econpapers || Download paper |
2023 | Geopolitical risks and investor sentiment: Causality and TVP-VAR analysis. (2023). He, Zhifang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000700. Full description at Econpapers || Download paper |
2023 | Multivariate dynamics between emerging markets and digital asset markets: An application of the SNP-DCC model. (2023). Perote, Javier ; Mora-Valencia, Andres ; Jimenez, Ines. In: Emerging Markets Review. RePEc:eee:ememar:v:56:y:2023:i:c:s1566014123000596. Full description at Econpapers || Download paper |
2023 | An integrated model for crude oil forecasting: Causality assessment and technical efficiency. (2023). Wang, Xuelian ; Liao, Stephen Shaoyi ; Wu, Peng ; Cheng, Xian. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005965. Full description at Econpapers || Download paper |
2023 | Forecasting the volatility of precious metals prices with global economic policy uncertainty in pre and during the COVID-19 period: Novel evidence from the GARCH-MIDAS approach. (2023). Urom, Christian ; Benkraiem, Ramzi ; Masood, Amna ; Raza, Syed Ali. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000890. Full description at Econpapers || Download paper |
2023 | Attention to oil prices and its impact on the oil, gold and stock markets and their covariance. (2023). Fiszeder, Piotr ; Molnar, Peter ; Fadziski, Marcin. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s014098832300141x. Full description at Econpapers || Download paper |
2023 | Risk spillovers across geopolitical risk and global financial markets. (2023). Wen, Baoyu ; Zheng, Jinlin ; Shen, Yue ; Wang, Xiaohan ; Jiang, Yaohui. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323005492. Full description at Econpapers || Download paper |
2023 | The forecast ability of a belief-based momentum indicator in full-day, daytime, and nighttime volatilities of Chinese oil futures. (2023). Huynh, Luu Duc Toan ; Li, Yan ; Liang, Hao ; Xu, Yongan. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323005625. Full description at Econpapers || Download paper |
2023 | Tail risk contagion across electricity markets in crisis periods. (2023). Tiwari, Aviral ; Abdullah, Mohammad ; Khan, Isma ; Wali, G M ; Aikins, Emmanuel Joel. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323005984. Full description at Econpapers || Download paper |
2023 | Geopolitical risk and stock market volatility: A global perspective. (2023). Li, Shaofang ; He, Mengxi ; Zhang, Yaojie. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322007966. Full description at Econpapers || Download paper |
2023 | Geopolitical risk and stock liquidity. (2023). Verdoliva, Vincenzo ; Pellegrino, Luigi Raffaele ; Meles, Antonio ; Fiorillo, Paolo. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323000612. Full description at Econpapers || Download paper |
2023 | Optimal portfolio diversification with a multi-chain regime-switching spillover GARCH model. (2023). Lee, Hsiang-Tai. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s1044028323000030. Full description at Econpapers || Download paper |
2023 | Does safe haven exist? Tail risks of commodity markets during COVID-19 pandemic. (2023). Stankov, Petar ; Mensi, Walid ; Enilov, Martin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851322000642. Full description at Econpapers || Download paper |
2023 | Diversification benefits of commodities in portfolio allocation: A dynamic factor copula approach. (2023). Herrera, Rodrigo ; Gaete, Michael. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:32:y:2023:i:c:s2405851323000533. Full description at Econpapers || Download paper |
2023 | Gold and tail risks. (2023). Salisu, Afees ; Adediran, Idris ; Tchankam, Jean Paul ; Omoke, Philip C. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722005979. Full description at Econpapers || Download paper |
2023 | Natural resources volatility and causal associations for BRICS countries: Evidence from Covid-19 data. (2023). Huixiang, Shi ; Cao, Yanyan. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006080. Full description at Econpapers || Download paper |
2023 | Connectedness between geopolitical risk, financial instability indices and precious metals markets: Novel findings from Russia Ukraine conflict perspective. (2023). Nakonieczny, Joanna ; Tiwari, Sunil ; Si, Kamel ; Shahzad, Umer ; Nesterowicz, Renata. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s030142072200633x. Full description at Econpapers || Download paper |
2023 | Do geopolitical oil price risk influence stock market returns and volatility of Pakistan: Evidence from novel non-parametric quantile causality approach. (2023). Ozkan, Oktay ; Saleem, Asima ; Khan, Nasir. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000636. Full description at Econpapers || Download paper |
2023 | Crude oil price prediction using deep reinforcement learning. (2023). Shu, Lingli ; Wang, Xia ; Li, Xiaoyan ; Luo, Peng ; Liang, Xuedong. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000715. Full description at Econpapers || Download paper |
2023 | Time-varying impact of geopolitical risk on natural resources prices: Evidence from the hybrid TVP-VAR model with large system. (2023). Zhao, Jing. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001757. Full description at Econpapers || Download paper |
2023 | Dynamic time-frequency connectedness and risk spillover between geopolitical risks and natural resources. (2023). Zhang, Weiqian ; Li, Songsong. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002659. Full description at Econpapers || Download paper |
2023 | Dependence and risk management of portfolios of metals and agricultural commodity futures. (2023). Mensi, Walid ; Hanif, Waqas ; Kang, Sang Hoon ; Hernandez, Jose Arreola ; Bensaida, Ahmed ; Vo, Xuan Vinh. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002787. Full description at Econpapers || Download paper |
2023 | Green finance and the socio-politico-economic factors’ impact on the future oil prices: Evidence from machine learning. (2023). Jamaani, Fouad ; Mohsin, Muhammad. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723004919. Full description at Econpapers || Download paper |
2023 | The impact of geopolitical risks on connectedness among natural resource commodities: A quantile vector autoregressive approach. (2023). Mandaci, Nazif ; Azimli, Asil. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723006682. Full description at Econpapers || Download paper |
2023 | Financing efficiency in natural resource markets mobilizing private and public capital for a green recovery. (2023). Haroon, Muhammad ; Yan, Juan. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723005524. Full description at Econpapers || Download paper |
2023 | Impact of natural resources and technology on economic development and sustainable environment – Analysis of resources-energy-growth-environment linkages in BRICS. (2023). Cai, Jiahong ; Zhao, Wenjia ; Liang, Yiyan ; Kuang, Hewu. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723005767. Full description at Econpapers || Download paper |
2023 | Promotion or hindrance? Exploring the bidirectional causality between geopolitical risk and green bonds from an energy perspective. (2023). Liu, LU ; Wen, Cui-Ping ; Wang, Kai-Hua. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723006773. Full description at Econpapers || Download paper |
2023 | Disentangling the geopolitical risk and its effects on commodities. Evidence from a panel of G8 countries. (2023). Tedeschi, Marco ; Palomba, Giulio ; Foglia, Matteo. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723007675. Full description at Econpapers || Download paper |
2023 | Oil price uncertainty, financial distress and real economic activities: Evidence from China. (2023). Xiang, Jingjie ; Chen, Hongyi ; Li, LI. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:81:y:2023:i:c:s0927538x23001749. Full description at Econpapers || Download paper |
2023 | Roling-window bounds testing approach to analyze the relationship between oil prices and metal prices. (2023). Shahbaz, Muhammad ; Mubarak, Muhammad Shujaat ; Ul, Asad. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:388-395. Full description at Econpapers || Download paper |
2023 | Persistence and long run co-movements across stock market prices. (2023). Martin-Valmayor, Miguel Angel ; Infante, Juan ; Gil-Alana, Luis A. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:347-357. Full description at Econpapers || Download paper |
2023 | Comovement and instability in cryptocurrency markets. (2023). De Pace, Pierangelo ; Rao, Jayant. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:173-200. Full description at Econpapers || Download paper |
2023 | Oil market shocks and financial instability in Asian countries. (2023). Dagher, Leila ; Hasanov, Fakhri J. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:182-195. Full description at Econpapers || Download paper |
2023 | Southern oscillation: Great value of its trends for forecasting crude oil spot price volatility. (2023). Wang, LU ; Su, Yuquan ; Yu, Jize ; Hong, Yanran. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:358-368. Full description at Econpapers || Download paper |
2023 | The impacts of oil price volatility on financial stress: Is the COVID-19 period different?. (2023). GUPTA, RANGAN ; Ji, Qiang ; Kim, Won Joong ; Sheng, Xin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:520-532. Full description at Econpapers || Download paper |
2023 | Re-evaluating portfolio diversification and design using cryptocurrencies: Are decentralized cryptocurrencies enough?. (2023). Vo, Xuan Vinh ; Bakry, Walid ; Al-Mohamad, Somar ; Prasad, Mason ; Khaki, Audil. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002094. Full description at Econpapers || Download paper |
2023 | Asymmetric effect of financial stress on China’s precious metals market: Evidence from a quantile-on-quantile regression. (2023). Ren, Xiaohang ; Wang, Yilin ; Chen, Jinyu. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002173. Full description at Econpapers || Download paper |
2023 | New evidence of extreme risk transmission between financial stress and international crude oil markets. (2023). Zhang, Yaojie ; Wang, LU ; Li, Pan ; Hong, Yanran. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002392. Full description at Econpapers || Download paper |
2023 | Investment in gold: A bibliometric review and agenda for future research. (2023). Hassan, M. Kabir ; Ashraf, Ali ; Dsouza, Arun ; Pattnaik, Debidutta. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002409. Full description at Econpapers || Download paper |
2023 | Forecasting gold volatility with geopolitical risk indices. (2023). Umar, Muhammad ; Liang, Chao ; Guo, Qiang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002434. Full description at Econpapers || Download paper |
2023 | BeFi meets DeFi: A behavioral finance approach to decentralized finance asset pricing. (2023). Williams, T H ; Mekelburg, Erik ; Bennett, Donyetta. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s027553192300065x. Full description at Econpapers || Download paper |
2023 | How Elon Musks Twitter activity moves cryptocurrency markets. (2023). Ante, Lennart. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:186:y:2023:i:pa:s0040162522006333. Full description at Econpapers || Download paper |
2023 | Are Bitcoin and Gold a Safe Haven during COVID-19 and the 2022 Russia–Ukraine War?. (2023). Loukil, Sahar ; Jeribi, Ahmed ; Kayral, Ihsan Erdem. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:4:p:222-:d:1114375. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Dynamic Effects of Climate Policy Uncertainty on Green Bond Volatility: An Empirical Investigation Based on TVP-VAR Models. (2023). Wang, Guodong ; Liu, Ruoyu ; Zhang, Maojun ; Yu, Jiasheng. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:2:p:1692-:d:1037260. Full description at Econpapers || Download paper |
2023 | Beyond Borders: Assessing the Influence of Geopolitical Tensions on Sovereign Risk Dynamics. (2023). monteiro, sofia ; Afonso, Antonio ; Alves, Jose. In: Working Papers REM. RePEc:ise:remwps:wp03002023. Full description at Econpapers || Download paper |
2023 | Forecast the Role of GCC Financial Stress on Oil Market and GCC Financial Markets Using Convolutional Neural Networks. (2023). Abbes, Mouna Boujelbene ; Mezghani, Taicir. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:3:d:10.1007_s10690-022-09387-3. Full description at Econpapers || Download paper |
2023 | Short- and Long-Term Interactions Between Bitcoin and Economic Variables: Evidence from the US. (2023). Bouri, Elie ; Sarker, Provash Kumer ; Wang, Lei. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:4:d:10.1007_s10614-022-10247-5. Full description at Econpapers || Download paper |
2023 | Risk Connectedness Between Green and Conventional Assets with Portfolio Implications. (2023). Tiwari, Aviral Kumar ; Karim, Sitara ; Naeem, Muhammad Abubakr. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:2:d:10.1007_s10614-022-10296-w. Full description at Econpapers || Download paper |
2023 | Horizon-Adaptive Extreme Risk Quantification for Cryptocurrency Assets. (2023). Maurer, Frantz ; Tzagkarakis, George. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:3:d:10.1007_s10614-022-10300-3. Full description at Econpapers || Download paper |
2023 | Political Instability and Stock Market: An Event Study. (2023). Khan, Azam Anwar ; Jivani, Tooba ; Ahmed, Faiza. In: Journal of Policy Research (JPR). RePEc:rfh:jprjor:v:9:y:2023:i:2:p:339-345. Full description at Econpapers || Download paper |
2023 | Cryptocurrency technology revolution: are Bitcoin prices and terrorist attacks related?. (2023). Wang, Xin-Yi ; Chen, BO ; Song, YU. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00445-3. Full description at Econpapers || Download paper |
2023 | Dynamic connectedness and network in the high moments of cryptocurrency, stock, and commodity markets. (2023). Kang, Sang Hoon ; Pham, Linh ; Ko, Hee-Un ; Hanif, Waqas. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00474-6. Full description at Econpapers || Download paper |
2023 | Stock and oil price returns in international markets: Identifying short and long-run effects. (2023). Mollick, Andre Varella ; Osah, Theophilus Teye. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:47:y:2023:i:1:d:10.1007_s12197-022-09602-x. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Exploring the time?frequency connectedness among non?fungible tokens and developed stock markets. (2023). Benlagha, Noureddine ; Hemrit, Wael ; ben Arab, Mounira ; ben Arous, Racha. In: Intelligent Systems in Accounting, Finance and Management. RePEc:wly:isacfm:v:30:y:2023:i:4:p:192-207. Full description at Econpapers || Download paper |
2023 | Forecasting realized volatility of Bitcoin: The informative role of price duration. (2023). Tabche, Ibrahim ; Slim, Skander ; Karathanasopoulos, Andreas ; Osman, Mohamed ; Koubaa, Yosra. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:7:p:1909-1929. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
---|---|---|---|
2007 | Temporal Aggregation and the Akaike and Schwarz Model Selection Criteria. Some Monte Carlo Results In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
2018 | An application of extreme value theory to cryptocurrencies In: Economics Letters. [Full Text][Citation analysis] | article | 92 |
2018 | Financial market activity under capital controls: Lessons from extreme events In: Economics Letters. [Full Text][Citation analysis] | article | 3 |
2016 | The risk in capital controls In: Finance Research Letters. [Full Text][Citation analysis] | article | 3 |
2018 | Volatility jumps: The role of geopolitical risks In: Finance Research Letters. [Full Text][Citation analysis] | article | 45 |
2018 | Volatility Jumps: The Role of Geopolitical Risks.(2018) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 45 | paper | |
2018 | Asymmetries in the African financial markets In: Journal of Multinational Financial Management. [Full Text][Citation analysis] | article | 2 |
2018 | The properties of realized volatility and realized correlation: Evidence from the Indian stock market In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 12 |
2011 | Assessment of practices and technologies of energy saving and renewable energy sources in hotels in Crete In: Renewable Energy. [Full Text][Citation analysis] | article | 13 |
2011 | Tourists attitudes for selecting accommodation with investments in renewable energy and energy saving systems In: Renewable and Sustainable Energy Reviews. [Full Text][Citation analysis] | article | 27 |
2017 | Asymmetric and nonlinear inter-relations of US stock indices In: International Journal of Managerial Finance. [Full Text][Citation analysis] | article | 0 |
2018 | Oil Shocks and Volatility Jumps In: Working Papers. [Citation analysis] | paper | 10 |
2018 | Uncertainty and Volatility Jumps in the Pound-Dollar Exchange Rate: Evidence from Over One Century of Data In: Working Papers. [Citation analysis] | paper | 2 |
2018 | Jumps Beyond the Realms of Cricket: India’s Performance in One Day Internationals and Stock Market Movements In: Working Papers. [Citation analysis] | paper | 2 |
2018 | Forecasting (Good and Bad) Realized Exchange-Rate Volatility: Is there a Role for Realized Skewness and Kurtosis? In: Working Papers. [Citation analysis] | paper | 4 |
2019 | Forecasting Realized Oil-Price Volatility: The Role of Financial Stress and Asymmetric Loss In: Working Papers. [Citation analysis] | paper | 76 |
2019 | Forecasting Realized Volatility of Bitcoin Returns: Tail Events and Asymmetric Loss In: Working Papers. [Citation analysis] | paper | 10 |
2019 | Gold-Oil Dependence Dynamics and the Role of Geopolitical Risks: Evidence from a Markov-Switching Time-Varying Copula Model In: Working Papers. [Citation analysis] | paper | 62 |
2019 | Monetary Policy Uncertainty and Volatility Jumps in Advanced Equity Markets In: Working Papers. [Citation analysis] | paper | 1 |
2019 | Forecasting Realized Gold Volatility: Is there a Role of Geopolitical Risks? In: Working Papers. [Citation analysis] | paper | 63 |
2019 | Trade Uncertainties and the Hedging Abilities of Bitcoin In: Working Papers. [Citation analysis] | paper | 25 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 4 2024. Contact: CitEc Team